Linear Regression
Edition: 1 edition
Publisher: Springer
Published: September 10, 2003
Language: eng
Format: Hardcover
Number of pages: 394
ISBN-13: 9783540401780
Subjects: Probability & statistics; Science/Mathematics; Mathematics; Probability & Statistics - General; Least Squares; Mathematics / Statistics; Point Estimation; Regression; Regression analysis
First sentence: A short description of the linear regression model and its representation in matrix notation is given.
Description: The book covers the basic theory of linear regression models and presents a comprehensive survey of different estimation techniques as alternatives and complements to least squares estimation. The relationship between different estimators is clearly described and categories of estimators are worked out in detail. Proofs are given for the most relevant results, and the presented methods are illustrated with the help of numerical examples and graphics. Special emphasis is laid on the practicability, and possible applications are discussed. The book is rounded off by an introduction to the basics of decision theory and an appendix on matrix algebra.
Notes: Lecture Notes in Statistics